Quantum Computing, Inc. (QUBT) Options History
Historical options analytics archive for QUBT with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
QUBT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QUBT. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 99.5% | 32.1% | $11.00 | $481.0K | -$25.0M | 0.37 |
| 2026-05 | 20 | 103.0% | 35.3% | $11.00 | $2.5M | -$102.0M | 0.32 |
| 2026-04 | 21 | 94.2% | 23.4% | $8.00 | $490.2K | -$22.3M | 1.07 |
| 2026-03 | 22 | 83.2% | 6.4% | $10.00 | -$401.8K | $22.4M | 0.79 |
| 2026-02 | 19 | 103.7% | 29.0% | $9.50 | -$153.3K | $15.3M | 0.68 |
| 2026-01 | 20 | 92.8% | 12.2% | $12.00 | -$13.7K | $21.4M | 0.41 |
This archive aggregates QUBT's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how QUBT option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 99.5%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.37.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked QUBT history questions
- How much options history is available for QUBT?
- This archive holds 58 months of QUBT options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of QUBT's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the QUBT archive.
- What data does each monthly QUBT aggregate contain?
- Every monthly row summarizes that month of QUBT option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 99.5%, an average IV rank of 32.1%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.37.
- How is the QUBT options-history archive built and how often does it update?
- The archive is derived from QUBT's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how QUBT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.